+165.3%
IWM vs AKAM
+104.5%
+60.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.2% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -4.4% | -8.2% | +3.8% | -2.6% |
| 3M | +2.2% | -17.6% | +19.8% | +6.3% |
| 6M | +14.0% | +2.5% | +11.5% | +9.1% |
| YTD | +17.4% | +22.8% | -5.4% | +5.2% |
| 1Y | +22.9% | +39.6% | -16.6% | +5.4% |
| 3Y | +62.1% | +2.3% | +59.7% | +48.4% |
| 5Y | +38.2% | -4.3% | +42.4% | +27.0% |
| All | +165.3% | +104.5% | +60.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling